Dherminder Kainth

EDHEC-Risk Climate Impact Institute Research Director

Main contributions

Discipline: Finance


Dherminder Kainth is a Research Director at the EDHEC-Risk Climate Impact Institute, working on the impact of climate change on asset prices and investment management. After obtaining a PhD in condensed matter physics from Cambridge University and conducting post-doctoral research there, he spent the majority of his career in the banking industry, working extensively in derivative pricing, risk management and prudential capital requirement, before taking on the role of Head of Model Risk at RBS. Subsequently he worked for three years within the Prudential Regulation Authority at the Bank of England, where he was involved in the LIBOR phase out and the development of industry wide model risk management principles. His financial research has appeared in Risk and The Journal of Portfolio Management.

Publications of Dherminder Kainth

30.01.2024 - EDHEC publication

Climate Scenario Analysis and Stress Testing for Investors: A Probabilistic Approach

Riccardo Rebonato, Dherminder Kainth, Lionel Melin

EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, January 2024

11.04.2023 - Working paper

Optimal Climate Policy with Negative Emissions

Riccardo Rebonato, Dherminder Kainth, Lionel Melin, Dominic O'Kane

EDHEC-Risk Climate working paper, April 2023

01.10.2022 - Article in a peer reviewed journal

Climate Output at Risk

Riccardo Rebonato, Dherminder Kainth, Lionel Melin

Journal of Portfolio Management, Volume 49, October 2022